偏微分方程式セミナー(2015/4/27): Delay embedding analysis for scalar time-series based on functional analysis and its application, 中野 直人 氏

開催日時
2015年   4月 27日 16時 30分 ~ 2015年   4月 27日 17時 30分
場所
北海道大学理学部3号館3-309室
講演者
中野 直人氏 (JSTさきがけ・北海道大学大学院理学研究院)
 
We consider a method of delay-embedding analysis for scalar time-series. Delay-embedding theory has been developed in many areas of research and made a lot of progress in data analysis. However, choosing appropriate delay length and embedding dimension are still difficult issues in a practical problem, though Takens' theorem ensures the validity of the method. We derive a data analysis method for embedded time-series and it gives a good Ansatz for choice of them. Our method is based on the framework of classical Fredholm theory, and it enables us to determine the characteristics of the time-series. We will also show some practical examples using this method.

関連項目

研究集会・セミナー・集中講義の一覧へ